-41.3%
TE vs NDAQ
+55.5%
-96.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.9% | +11.3% |
| 7D | +18.2% | -2.6% | +20.8% | +20.3% |
| 30D | -13.5% | +0.5% | -14.0% | -14.1% |
| 3M | -44.6% | +9.9% | -54.5% | -50.2% |
| 6M | -24.7% | +8.2% | -32.9% | -33.0% |
| YTD | -24.3% | -1.5% | -22.8% | -27.6% |
| 1Y | +155.6% | +1.3% | +154.2% | +137.8% |
| 3Y | -18.3% | +92.6% | -110.8% | -60.4% |
| 5Y | -41.3% | +53.8% | -95.1% | -63.5% |
| All | -41.3% | +55.5% | -96.8% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NDAQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling